• 7 Citations
  • 1 h-Index
20082019
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Fingerprint Dive into the research topics where Stephen Taylor is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Fisher information Physics & Astronomy
Conformally Flat Mathematics
Metric Mathematics
Heat Kernel Mathematics
Minimal surface Mathematics
Decay Rate Mathematics
Isometric Mathematics
Volatility Mathematics

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Research Output 2008 2019

  • 7 Citations
  • 1 h-Index
  • 5 Article
Open Access
Fisher information
differential geometry
matrices
statistics
geometry

Explicit Density Approximations for Local Volatility Models Using Heat Kernel Expansions

Taylor, S., Glasgow, S., Taylor, J. & Vecer, J., Sep 1 2016, In : Methodology and Computing in Applied Probability. 18, 3, p. 847-867 21 p.

Research output: Contribution to journalArticle

Heat Kernel
Volatility
Approximation
Transition Density
Model
Conformally Flat
Decay Rate
Curvature
Gauss Curvature
Metric
7 Citations (Scopus)

A novel reduction of the simple asian option and lie-group invariant solutionsa

Taylor, S. & Glasgow, S., Dec 1 2009, In : International Journal of Theoretical and Applied Finance. 12, 8, p. 1197-1212 16 p.

Research output: Contribution to journalArticle

Partial differential equations
Asian options
Symmetry
Symmetry group
Asia

Locally isometric families of minimal surfaces

Peterson, A. & Taylor, S., Jun 24 2008, In : Balkan Journal of Geometry and its Applications. 13, 2, p. 80-85 6 p.

Research output: Contribution to journalArticle

Minimal surface
Isometric
Metric
Systems of Partial Differential Equations
Euclidean

Press/Media

Science you can dance to

Stephen Taylor

11/17/14

1 item of media coverage

Press/Media: Press / Media